Discrete-time indefinite LQ control with state and control dependent noises (Q1864788)
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scientific article; zbMATH DE number 1886660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time indefinite LQ control with state and control dependent noises |
scientific article; zbMATH DE number 1886660 |
Statements
Discrete-time indefinite LQ control with state and control dependent noises (English)
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23 March 2003
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indefinite stochastic LQ control
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discrete time
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multiplicative noise
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generalized difference Riccati equation
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linear matrix inequality
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